TY  - BOOK
AU  - Hasbrouck, Joel
TI  - Empirical market microstructure : the institutions, economics and econometrics of securities trading
SN  - 9780195301649
SN  - 200600393
U1  - 332.64 HAS 
PY  - 2007///
CY  - Oxford
PB  - Oxford University Press
KW  - Investments - Mathematical models
KW  - Securities
KW  - Securities - Prices
KW  - Stock exchanges - Mathematical models
N1  - Includes bibliographical references (p. 183-195) and index
ER  -